DERIVATIVE LIABILITIES (Tables)

9 Months Ended

Sep. 30, 2026

Derivative Instruments and Hedging Activities Disclosure [Abstract]

SCHEDULE OF FAIR VALUE ASSUMPTIONS OF WARRANTS

Changes to these inputs could produce a significantly higher or lower fair value measurement. The fair value of each conversion option is estimated using the Black-Scholes valuation model. The following assumptions were used for the nine months ended September 30, 2026 and 2025:

		Nine Months Ended September 30, 2026			Inception
Expected term		0.01 - 1.00 years			1.00 years
Expected volatility		210- 334	%		358% – 390	%
Expected dividend yield		-			-
Risk-free interest rate		3.44 – 4.33	%		3.48 – 4.15	%
Market price	$	0.0001 – $0.0003		$	0.0001 - $0.0003

	Nine Months Ended September 30, 2025			Inception
Expected term		0.25 years			0.75 – 1.00 years
Expected volatility		374	%		120% – 125%
Expected dividend yield		-			-
Risk-free interest rate		4.01	%		4.85	%
Market price	$	0.0002 – $0.001		$	0.0078 - $0.013

	Year Ended December 31, 2025			Inception
Expected term		0.21 - 1.00 years			1.00 years
Expected volatility		358	%		358% – 390	%
Expected dividend yield		-			-
Risk-free interest rate		3.67	%		3.48 – 4.15	%
Market price	$	0.0002 – $0.001		$	0.0001 - $0.0003

SCHEDULE OF ACTIVITY RELATED TO DERIVATIVE LIABILITIES

Activity related to the derivative liabilities for the periods ended September 30, 2026 and December 31, 2025 is as follows:

	September 30, 2026			December 31, 2025
Beginning balances	$	1,400,996		$	338,986
Recognition of derivative liability on conversion options of notes		461,517			1,127,825
Derivative expense		788,504			1,115,146
Conversion of note payable		(795,872	)		(1,058,487	)
Change in fair value of derivative liabilities		(596,390	)		(122,474	)
Ending balances	$	1,258,755		$	1,400,996